Simplify raw query

apps/api/src/app/portfolio/portfolio-calculator.ts

@@ -223,6 +223,8 @@ export class PortfolioCalculator {
         }
       });
 
+    const dates = uniq(marketSymbols.map((x) => x.date));
+
     this.dataProviderInfos = dataProviderInfos;
 
     const marketSymbolMap: {
@@ -289,10 +291,10 @@ export class PortfolioCalculator {
         timeWeightedInvestmentValues,
         timeWeightedInvestmentValuesWithCurrencyEffect
       } = this.getSymbolMetrics({
-        end,
+        end: dates?.[dates.length - 1] ?? end,
         marketSymbolMap,
-        start,
+        start: dates?.[0] ?? start,
-        step,
+        step: dates.length > 1 ? differenceInDays(dates[1], dates[0]) : 1,
         symbol,
         exchangeRates:
           exchangeRatesByCurrency[`${currencies[symbol]}${this.currency}`],

apps/api/src/services/market-data/market-data.service.ts

@@ -91,6 +91,13 @@ export class MarketDataService {
     });
   }
 
+  private getDecimationFilter(step: number): Prisma.Sql {
+    if (step > 200) return Prisma.sql`AND EXTRACT(DOY FROM "date") = 1`;
+    if (step > 20) return Prisma.sql`AND EXTRACT(DAY FROM "date") = 1`;
+    if (step > 2) return Prisma.sql`AND EXTRACT(DOW FROM "date") = 1`;
+    return Prisma.empty;
+  }
+
   public async getDecimatedRange({
     dateRange: { start, end, step },
     symbols,
@@ -101,35 +108,11 @@ export class MarketDataService {
     dataSources: DataSource[];
   }): Promise<MarketData[]> {
     return this.prismaService.$queryRaw`
-      WITH "lastDate" AS (
+      SELECT * FROM "MarketData"
-        SELECT "date" FROM "MarketData"
+      WHERE "date" BETWEEN ${start} AND ${end}
-        WHERE "date" BETWEEN ${start} AND ${end}
-        ORDER BY "date" DESC LIMIT 1
-      ), "lastRows" AS (
-        SELECT * FROM "MarketData"
-        WHERE "date" = (SELECT "date" FROM "lastDate")
-          AND "symbol" IN (${Prisma.join(symbols)})
-          AND "dataSource"::text IN (${Prisma.join(dataSources)})
-      )
-      SELECT DISTINCT
-        FIRST_VALUE("createdAt")    OVER w AS "createdAt",
-        FIRST_VALUE("dataSource")   OVER w AS "dataSource",
-        FIRST_VALUE("date")         OVER w AS "date",
-        FIRST_VALUE("id")           OVER w AS "id",
-        FIRST_VALUE("marketPrice")  OVER w AS "marketPrice",
-        FIRST_VALUE("state")        OVER w AS "state",
-        FIRST_VALUE("symbol")       OVER w AS "symbol"
-      FROM "MarketData"
-      WHERE "date" BETWEEN ${start} AND ${end} 
         AND "symbol" IN (${Prisma.join(symbols)})
         AND "dataSource"::text IN (${Prisma.join(dataSources)})
-      WINDOW w AS (
+        ${this.getDecimationFilter(step)}
-        PARTITION BY "symbol", FLOOR(
-          (EXTRACT(EPOCH FROM "date") - EXTRACT(EPOCH FROM ${start})) -- Subtract {start} to make it first value
-            / (60 * 60 * 24 * ${step})                                -- Divide by {step} number of days
-        ) ORDER BY "date"                                             -- Round down to make every {step} values equal
-      )
-      UNION SELECT * FROM "lastRows"                                  -- Add rows with the end date
       ORDER BY "date"
     `;
   }